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Professor Website
OMORI, Yasuhiro Personal Website
Office E-mail
Faculty of Economics,
The University of Tokyo,
7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-0033
omori at e.u-tokyo.ac.jp
Please replace "at" with@
 
Research Field
Econometrics, Bayesian Statistics
 
Research Theme
My research focuses on statistical inference using Markov chain Monte Carlo method. I have been working on the stochastic volatility models in financial econometrics, and it is usually difficult to estimate parameters using a maximum likelihood estimation method in such models. To overcome this difficulty, I take Bayesian approach and develop efficient estimation methods using Markov chain Monte Carlo.
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